Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47606.47 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: 0.154 %¶

This Week¶

Return: 0.154 %¶

Total¶

Return: 55.852 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -0.660000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 1.190000 650.770000 73.770000 12.790000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.050000 425.200000 70.200000 19.770000 355.000000
HMS Networks 2 0.670000 716.800000 43.800000 6.510000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.480000 263.040000 17.040000 6.930000 246.000000
Intrum 4 1.620000 541.000000 14.000000 2.660000 527.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Coor Service Management Hold. 8 -1.030000 540.400000 8.400000 1.580000 532.000000
OEM International B 7 -0.260000 535.500000 7.500000 1.420000 527.999997
Essity B 2 0.660000 580.200000 6.200000 1.080000 574.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
AcadeMedia 12 -0.090000 560.880000 3.880000 0.700000 557.000004
Handelsbanken A 5 0.350000 547.650000 1.650000 0.300000 546.000000
Midsona B 63 -1.380000 584.010000 1.010000 0.170000 582.999984
Resurs Holding 22 -1.770000 574.640000 0.640000 0.110000 573.999998
Boozt 12 -1.010000 1653.600000 -0.400000 -0.020000 1653.999996
Creaspac SPAC 6 -0.520000 576.000000 -1.000000 -0.170000 577.000002
Securitas B 6 0.680000 567.480000 -2.520000 -0.440000 570.000000
Swedbank A 3 -0.320000 559.200000 -4.800000 -0.850000 564.000000
CTEK 13 -1.710000 509.080000 -24.920000 -4.670000 533.999999
SAAB B 8 1.150000 3320.000000 -57.000000 -1.690000 3377.000000
International Petroleum Corp. 5 1.540000 528.500000 -66.070000 -11.110000 594.565215
Vivesto 1368 -0.360000 531.600000 -81.400000 -13.280000 612.999432
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 -1.350000 1513.800000 -150.200000 -9.030000 1663.999992
Axfood 13 -0.440000 3539.900000 -216.100000 -5.750000 3756.000001
Ovzon 52 2.430000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46212.100000 -676.470000 -2.10428% 46888.564618

Updated:¶

'2023-01-16 09:57:29.115899'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶